There are two factors that make a big difference.
First, as far as I know no one actually believes in Thor as a god these days—but some Native Americans take their traditional beliefs very seriously (here in Australia, some locations and even stories are not meant to even be seen by outsiders—the belief is that major drought and catastrophe would result, so people get seriously upset).
Second, Marvel has a million lawyers and sensitivity readers to call on.
When it comes to religious beliefs that sound to me like nonsense, I ask myself, “What if they were right? What would the consequences be?” For example, some people have very specific burial rituals and believe that they are necessary for their loved ones to pass into an afterlife. Although I wouldn’t take on those beliefs myself, I would be very careful not to mess with the rituals of those people. Because what if they ARE right?
For the same reason, I don’t use religious stories without permission. Apart from anything else, my comfortable life is built on attempted genocide of the Australian Aboriginal nations. For many people, the sacred stories are all they have left. I’m genuinely sad that I can’t make things better by telling more stories about Aboriginal beliefs, but for me to take stories without permission is cultural genocide.
You’re a creative person with many ideas. You can afford to avoid certain stories and ideas. I have given up several stories that I thought were really brilliant (and helpful and respectful) because people that I spoke to (eg. a Ngunnawal Elder here in Canberra) were uncomfortable.
Diversity is important to Choice of Games, and they take it very seriously. Think of it as another form of intellectual property, if that helps.
I don’t want to put you down—your story sounds fantastic. But I don’t want you to spend months or years writing a story that cannot be published.